8-ETF Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 12.50% |
CALF Pacer US Small Cap Cash Cows 100 ETF | Small Cap Blend Equities | 12.50% |
COWZ Pacer US Cash Cows 100 ETF | All Cap Equities | 12.50% |
IYW iShares U.S. Technology ETF | Technology Equities | 12.50% |
SCHX Schwab U.S. Large-Cap ETF | Large Cap Growth Equities | 12.50% |
SYLD Cambria Shareholder Yield ETF | All Cap Equities, Actively Managed | 12.50% |
VGT Vanguard Information Technology ETF | Technology Equities | 12.50% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | Small Cap Value Equities | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 8-ETF Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 8-ETF Portfolio | -8.13% | 15.57% | -12.19% | -0.83% | 18.87% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | -10.14% | 14.97% | -15.34% | -4.10% | 20.39% | N/A |
CALF Pacer US Small Cap Cash Cows 100 ETF | -14.58% | 17.28% | -21.69% | -18.23% | 13.91% | N/A |
COWZ Pacer US Cash Cows 100 ETF | -6.41% | 10.91% | -11.21% | -2.84% | 18.44% | N/A |
IYW iShares U.S. Technology ETF | -6.90% | 21.10% | -7.87% | 11.28% | 20.08% | 19.47% |
VGT Vanguard Information Technology ETF | -8.02% | 21.43% | -8.47% | 11.41% | 18.79% | 19.31% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | -8.09% | 12.35% | -14.13% | -7.70% | 19.00% | 8.77% |
SYLD Cambria Shareholder Yield ETF | -8.15% | 12.72% | -14.62% | -8.86% | 18.41% | 9.76% |
SCHX Schwab U.S. Large-Cap ETF | -3.34% | 13.98% | -4.62% | 12.14% | 16.66% | 13.71% |
Monthly Returns
The table below presents the monthly returns of 8-ETF Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.43% | -4.03% | -6.12% | -2.76% | 3.38% | -8.13% | |||||||
| 2024 | -0.35% | 4.10% | 4.04% | -5.54% | 4.55% | 0.23% | 5.70% | -1.42% | 1.03% | -1.97% | 8.15% | -5.34% | 12.87% |
| 2023 | 9.34% | -1.38% | -0.18% | -0.98% | 0.15% | 8.87% | 6.06% | -2.19% | -3.42% | -3.61% | 9.22% | 7.64% | 31.93% |
| 2022 | -4.57% | -0.25% | 1.84% | -7.56% | 1.67% | -11.53% | 10.49% | -3.60% | -10.62% | 11.65% | 5.74% | -7.25% | -15.98% |
| 2021 | 7.20% | 5.36% | 6.92% | 3.72% | 2.67% | 1.66% | -0.18% | 2.97% | -3.39% | 5.16% | -0.15% | 3.83% | 41.54% |
| 2020 | -3.06% | -8.94% | -18.95% | 16.30% | 5.50% | 4.50% | 4.36% | 8.16% | -3.54% | -0.67% | 16.11% | 5.93% | 22.03% |
| 2019 | -0.03% | 2.67% | 4.59% | 3.28% | 10.88% |
Expense Ratio
8-ETF Portfolio has an expense ratio of 0.36%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 8-ETF Portfolio is 5, meaning it’s performing worse than 95% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | -0.16 | -0.07 | 0.99 | -0.15 | -0.41 |
CALF Pacer US Small Cap Cash Cows 100 ETF | -0.72 | -0.96 | 0.88 | -0.54 | -1.45 |
COWZ Pacer US Cash Cows 100 ETF | -0.15 | -0.08 | 0.99 | -0.13 | -0.41 |
IYW iShares U.S. Technology ETF | 0.38 | 0.71 | 1.10 | 0.41 | 1.30 |
VGT Vanguard Information Technology ETF | 0.39 | 0.71 | 1.10 | 0.41 | 1.34 |
XSVM Invesco S&P SmallCap Value with Momentum ETF | -0.32 | -0.32 | 0.96 | -0.30 | -0.76 |
SYLD Cambria Shareholder Yield ETF | -0.42 | -0.50 | 0.94 | -0.35 | -0.99 |
SCHX Schwab U.S. Large-Cap ETF | 0.63 | 0.99 | 1.15 | 0.64 | 2.45 |
Dividends
Dividend yield
8-ETF Portfolio provided a 1.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.44% | 1.28% | 1.32% | 1.45% | 1.38% | 1.35% | 1.28% | 1.56% | 1.19% | 1.09% | 1.70% | 1.15% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.84% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.21% | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.93% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.22% | 0.21% | 0.53% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% | 1.13% |
VGT Vanguard Information Technology ETF | 0.56% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.21% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% |
SYLD Cambria Shareholder Yield ETF | 2.25% | 2.04% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% |
SCHX Schwab U.S. Large-Cap ETF | 1.27% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the 8-ETF Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 8-ETF Portfolio was 38.88%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current 8-ETF Portfolio drawdown is 13.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.88% | Jan 21, 2020 | 44 | Mar 23, 2020 | 107 | Aug 24, 2020 | 151 |
| -25.32% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -24.81% | Nov 17, 2021 | 219 | Sep 30, 2022 | 204 | Jul 26, 2023 | 423 |
| -10.11% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.63% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
Volatility
Volatility Chart
The current 8-ETF Portfolio volatility is 11.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | IYW | VGT | XSVM | COWZ | SYLD | CALF | AVUV | SCHX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.91 | 0.67 | 0.76 | 0.73 | 0.72 | 0.73 | 0.99 | 0.89 |
| IYW | 0.89 | 1.00 | 0.99 | 0.47 | 0.55 | 0.51 | 0.54 | 0.52 | 0.90 | 0.75 |
| VGT | 0.91 | 0.99 | 1.00 | 0.50 | 0.58 | 0.54 | 0.57 | 0.55 | 0.91 | 0.77 |
| XSVM | 0.67 | 0.47 | 0.50 | 1.00 | 0.85 | 0.93 | 0.93 | 0.94 | 0.68 | 0.90 |
| COWZ | 0.76 | 0.55 | 0.58 | 0.85 | 1.00 | 0.92 | 0.88 | 0.90 | 0.77 | 0.91 |
| SYLD | 0.73 | 0.51 | 0.54 | 0.93 | 0.92 | 1.00 | 0.92 | 0.95 | 0.73 | 0.92 |
| CALF | 0.72 | 0.54 | 0.57 | 0.93 | 0.88 | 0.92 | 1.00 | 0.95 | 0.73 | 0.93 |
| AVUV | 0.73 | 0.52 | 0.55 | 0.94 | 0.90 | 0.95 | 0.95 | 1.00 | 0.74 | 0.93 |
| SCHX | 0.99 | 0.90 | 0.91 | 0.68 | 0.77 | 0.73 | 0.73 | 0.74 | 1.00 | 0.90 |
| Portfolio | 0.89 | 0.75 | 0.77 | 0.90 | 0.91 | 0.92 | 0.93 | 0.93 | 0.90 | 1.00 |